Alexander Shapiro

Publication Activity (10 Years)

Years Active: 1983-2023
Publications (10 Years): 33

Top Topics

Central Limit Theorem

Mathematical Foundations

Lagrange Multipliers

Stochastic Programming

Top Venues

Eur. J. Oper. Res.

Oper. Res. Lett.

Publications

Guanghui Lan, Alexander Shapiro
Numerical Methods for Convex Multistage Stochastic Optimization. CoRR (2023)
Vincent Guigues, Alexander Shapiro, Yi Cheng
Duality and sensitivity analysis of multistage linear stochastic programs. Eur. J. Oper. Res. 308 (2) (2023)
Alexander Shapiro
Distributionally robust modeling of optimal control. Oper. Res. Lett. 50 (5) (2022)
David W. Parent, Jinny Rhee, Elisa Parent, Alexander Shapiro, Shifa Shaikh
Lessons Learned Teaching a Summer Bridge Program for Engineering Transfer Students in a Remote Environment. FIE (2022)
Alois Pichler, Rui Peng Liu, Alexander Shapiro
Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping. Oper. Res. 70 (4) (2022)
Alexander Shapiro
Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming. Eur. J. Oper. Res. 288 (1) (2021)
Alexander Shapiro, Yao Xie, Rui Zhang
On Characteristic Rank for Matrix and Tensor Completion [Lecture Notes]. IEEE Signal Process. Mag. 38 (2) (2021)
Alexander Shapiro, Yi Cheng
Central limit theorem and sample complexity of stationary stochastic programs. Oper. Res. Lett. 49 (5) (2021)
Rui Zhang, Junting Chen, Yao Xie, Alexander Shapiro, Urbashi Mitra
Testing Rank of Incomplete Unimodal Matrices. IEEE Signal Process. Lett. 28 (2021)
Alexander Shapiro, Yao Xie, Rui Zhang
Goodness-of-Fit Tests on Manifolds. IEEE Trans. Inf. Theory 67 (4) (2021)
Boris S. Mordukhovich, Juan Parra, Alexander Shapiro
Special Issue: Continuous Optimization and Stability Analysis. Math. Program. 189 (1) (2021)
Alexander Shapiro
Distributionally robust Optimal Control and MDP modeling. Oper. Res. Lett. 49 (5) (2021)
Alois Pichler, Alexander Shapiro
Mathematical Foundations of Distributionally Robust Multistage Optimization. SIAM J. Optim. 31 (4) (2021)
Mohit Singh, Alexander Shapiro, Rui Zhang
Rank one tensor completion problem. CoRR (2020)
Rui Peng Liu, Alexander Shapiro
Risk neutral reformulation approach to risk averse stochastic programming. Eur. J. Oper. Res. 286 (1) (2020)
Alexander Shapiro, Linwei Xin
Technical Note - Time Inconsistency of Optimal Policies of Distributionally Robust Inventory Models. Oper. Res. 68 (5) (2020)
Alexander Shapiro, Lingquan Ding
Periodical Multistage Stochastic Programs. SIAM J. Optim. 30 (3) (2020)
Alexander Shapiro
Statistical inference of semidefinite programming. Math. Program. 174 (1-2) (2019)
Alexander Shapiro, Yao Xie, Rui Zhang
Goodness-of-fit tests on manifolds. CoRR (2019)
Rui Zhang, Alexander Shapiro, Yao Xie
Statistical Rank Selection for Incomplete Low-rank Matrices. ICASSP (2019)
Xiaojun Chen, Alexander Shapiro, Hailin Sun
Convergence Analysis of Sample Average Approximation of Two-Stage Stochastic Generalized Equations. SIAM J. Optim. 29 (1) (2019)
Nils Löhndorf, Alexander Shapiro
Modeling time-dependent randomness in stochastic dual dynamic programming. Eur. J. Oper. Res. 273 (2) (2019)
Alexander Shapiro, Yao Xie, Rui Zhang
Matrix Completion With Deterministic Pattern: A Geometric Perspective. IEEE Trans. Signal Process. 67 (4) (2019)
Alexander Shapiro, Yao Xie, Rui Zhang
Matrix completion with deterministic pattern - a geometric perspective. CoRR (2018)
Alexander Mafusalov, Alexander Shapiro, Stan Uryasev
Estimation and asymptotics for buffered probability of exceedance. Eur. J. Oper. Res. 270 (3) (2018)
Vincent Guigues, Volker Krätschmer, Alexander Shapiro
A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs. SIAM J. Optim. 28 (2) (2018)
Alexander Shapiro
Interchangeability principle and dynamic equations in risk averse stochastic programming. Oper. Res. Lett. 45 (4) (2017)
So Yeon Chun, Anton J. Kleywegt, Alexander Shapiro
When Friends Become Competitors: The Design of Resource Exchange Alliances. Manag. Sci. 63 (7) (2017)
Alexander Shapiro
Distributionally Robust Stochastic Programming. SIAM J. Optim. 27 (4) (2017)
Sergio Bruno, Shabbir Ahmed, Alexander Shapiro, Alexandre Street
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty. Eur. J. Oper. Res. 250 (3) (2016)
Alexander Shapiro
Differentiability Properties of Metric Projections onto Convex Sets. J. Optim. Theory Appl. 169 (3) (2016)
Alexander Shapiro, Kerem Ugurlu
Decomposability and time consistency of risk averse multistage programs. Oper. Res. Lett. 44 (5) (2016)
Alexander Shapiro
Rectangular Sets of Probability Measures. Oper. Res. 64 (2) (2016)
Alexander Shapiro, Wajdi Tekaya, Joari Paulo da Costa, Murilo Pereira Soares
Risk neutral and risk averse Stochastic Dual Dynamic Programming method. Eur. J. Oper. Res. 224 (2) (2013)
Alexander Shapiro
On Kusuoka Representation of Law Invariant Risk Measures. Math. Oper. Res. 38 (1) (2013)
Alexander Shapiro
Consistency of Sample Estimates of Risk Averse Stochastic Programs. J. Appl. Probab. 50 (2) (2013)
Alexander Shapiro, Wajdi Tekaya, Murilo Pereira Soares, Joari Paulo da Costa
Worst-Case-Expectation Approach to Optimization Under Uncertainty. Oper. Res. 61 (6) (2013)
Gauthier de Maere d'Aertrycke, Alexander Shapiro, Yves Smeers
Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems. Math. Methods Oper. Res. 77 (3) (2013)
Guanghui Lan, Arkadi Nemirovski, Alexander Shapiro
Validation analysis of mirror descent stochastic approximation method. Math. Program. 134 (2) (2012)
Linwei Xin, Alexander Shapiro
Bounds for nested law invariant coherent risk measures. Oper. Res. Lett. 40 (6) (2012)
So Yeon Chun, Alexander Shapiro, Stan Uryasev
Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics. Oper. Res. 60 (4) (2012)
Alexander Shapiro
Minimax and risk averse multistage stochastic programming. Eur. J. Oper. Res. 219 (3) (2012)
Alexander Shapiro
Time consistency of dynamic risk measures. Oper. Res. Lett. 40 (6) (2012)
Alexander Shapiro
Analysis of stochastic dual dynamic programming method. Eur. J. Oper. Res. 209 (1) (2011)
Alexander Shapiro
A dynamic programming approach to adjustable robust optimization. Oper. Res. Lett. 39 (2) (2011)
So Yeon Chun, Alexander Shapiro
Construction of Covariance Matrices with a Specified Discrepancy Function Minimizer, with Application to Factor Analysis. SIAM J. Matrix Anal. Appl. 31 (4) (2010)
Arkadi Nemirovski, Anatoli B. Juditsky, Guanghui Lan, Alexander Shapiro
Robust Stochastic Approximation Approach to Stochastic Programming. SIAM J. Optim. 19 (4) (2009)
Alexander Shapiro
Asymptotic normality of test statistics under alternative hypotheses. J. Multivar. Anal. 100 (5) (2009)
Jan-J. Rückmann, Alexander Shapiro
Augmented Lagrangians in semi-infinite programming. Math. Program. 116 (1-2) (2009)
Alexander Shapiro
On a time consistency concept in risk averse multistage stochastic programming. Oper. Res. Lett. 37 (3) (2009)
Bernardo K. Pagnoncelli, Shabbir Ahmed, Alexander Shapiro
Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications. J. Optimization Theory and Applications 142 (2) (2009)
Alexander Shapiro
Stochastic programming approach to optimization under uncertainty. Math. Program. 112 (1) (2008)
Andrzej Ruszczynski, Alexander Shapiro
31 (2006) 433 - 452. Math. Oper. Res. 32 (2) (2007)
Shabbir Ahmed, Ulas Çakmak, Alexander Shapiro
Coherent risk measures in inventory problems. Eur. J. Oper. Res. 182 (1) (2007)
Andres Cicuttin, Maria Liz Crespo, Alexander Shapiro, Nizar Abdallah
Building an Evolvable Low-Cost HW/SW Educational Platform-Application to Virtual Instrumentation. MSE (2007)
Andrzej Ruszczynski, Alexander Shapiro
Optimization of Convex Risk Functions. Math. Oper. Res. 31 (3) (2006)
Andrzej Ruszczynski, Alexander Shapiro
Conditional Risk Mappings. Math. Oper. Res. 31 (3) (2006)
Alexander Shapiro
On complexity of multistage stochastic programs. Oper. Res. Lett. 34 (1) (2006)
Alexander Shapiro
Worst-case distribution analysis of stochastic programs. Math. Program. 107 (1-2) (2006)
Zhiguang Qian, Alexander Shapiro
Simulation-based approach to estimation of latent variable models. Comput. Stat. Data Anal. 51 (2) (2006)
Jeff T. Linderoth, Alexander Shapiro, Stephen J. Wright
The empirical behavior of sampling methods for stochastic programming. Ann. Oper. Res. 142 (1) (2006)
Arkadi Nemirovski, Alexander Shapiro
Convex Approximations of Chance Constrained Programs. SIAM J. Optim. 17 (4) (2006)
Jörgen Blomvall, Alexander Shapiro
Solving multistage asset investment problems by the sample average approximation method. Math. Program. 108 (2-3) (2006)
Andres Cicuttin, Maria Liz Crespo, Alexander Shapiro, Nizar Abdallah
A Block-Based Open Source Approach for a Reconfigurable Virtual Instrumentation Platform Using FPGA Technology. ReConFig (2006)
Alexander Shapiro
Sensitivity Analysis of Parameterized Variational Inequalities. Math. Oper. Res. 30 (1) (2005)
Liqun Qi, Alexander Shapiro, Chen Ling
Differentiability and semismoothness properties of integral functions and their applications. Math. Program. 102 (2) (2005)
Tjendera Santoso, Shabbir Ahmed, Marc Goetschalckx, Alexander Shapiro
A stochastic programming approach for supply chain network design under uncertainty. Eur. J. Oper. Res. 167 (1) (2005)
Alexander Shapiro, Jie Sun
Some Properties of the Augmented Lagrangian in Cone Constrained Optimization. Math. Oper. Res. 29 (3) (2004)
Alexander Shapiro, Shabbir Ahmed
On a Class of Minimax Stochastic Programs. SIAM J. Optim. 14 (4) (2004)
Alexander Shapiro
Inference of statistical bounds for multistage stochastic programming problems. Math. Methods Oper. Res. 58 (1) (2003)
Alexander Shapiro
On a Class of Nonsmooth Composite Functions. Math. Oper. Res. 28 (4) (2003)
Bram Verweij, Shabbir Ahmed, Anton J. Kleywegt, George L. Nemhauser, Alexander Shapiro
The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study. Comput. Optim. Appl. 24 (2-3) (2003)
Anton J. Kleywegt, Alexander Shapiro, Tito Homem-de-Mello
The Sample Average Approximation Method for Stochastic Discrete Optimization. SIAM J. Optim. 12 (2) (2002)
Alexander Shapiro, Anton J. Kleywegt
Minimax analysis of stochastic problems. Optim. Methods Softw. 17 (3) (2002)
Alexander Shapiro, Tito Homem-de-Mello, Joocheol Kim
Conditioning of convex piecewise linear stochastic programs. Math. Program. 94 (1) (2002)
Alexander Shapiro
Monte Carlo simulation approach to stochastic programming. WSC (2001)
Alexander Shapiro, Tito Homem-de-Mello
On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs. SIAM J. Optim. 11 (1) (2000)
J. Frédéric Bonnans, Roberto Cominetti, Alexander Shapiro
Second Order Optimality Conditions Based on Parabolic Second Order Tangent Sets. SIAM J. Optim. 9 (2) (1999)
J. Frédéric Bonnans, Alexander Shapiro
Nondegeneracy and Quantitative Stability of Parameterized Optimization Problems with Multiple Solutions. SIAM J. Optim. 8 (4) (1998)
J. Frédéric Bonnans, Alexander Shapiro
Optimization Problems with Perturbations: A Guided Tour. SIAM Rev. 40 (2) (1998)
J. Frédéric Bonnans, Roberto Cominetti, Alexander Shapiro
Sensitivity Analysis of Optimization Problems Under Second Order Regular Constraints. Math. Oper. Res. 23 (4) (1998)
Alexander Shapiro, Tito Homem-de-Mello
A simulation-based approach to two-stage stochastic programming with recourse. Math. Program. 81 (1998)
Alexander Shapiro
A Generalized Distribution Model for Random Recursive Trees. Acta Informatica 34 (3) (1997)
Alexander Shapiro
First and second order analysis of nonlinear semidefinite programs. Math. Program. 77 (1997)
Alexander Shapiro
On Uniqueness of Lagrange Multipliers in Optimization Problems Subject to Cone Constraints. SIAM J. Optim. 7 (2) (1997)
Alexander Shapiro
Simulation Based Optimization. WSC (1996)
Alexander Shapiro
Directional differentiability of the optimal value function in convex semi-infinite programming. Math. Program. 70 (1995)
Alexander Shapiro, Michael K. H. Fan
On Eigenvalue Optimization. SIAM J. Optim. 5 (3) (1995)
Alexander Shapiro
Monotone Structure in Discrete-Event Systems (P. Glasserman and D. D. Yao). SIAM Rev. 37 (3) (1995)
Alexander Shapiro
Quantitative stability in stochastic programming. Math. Program. 67 (1994)
Alexander Shapiro
On Lipschitzian Stability of Optimal Solutions of Parametrized Semi-Infinite Programs. Math. Oper. Res. 19 (3) (1994)
Alexander Shapiro
Existence and Differentiability of Metric Projections in Hilbert Spaces. SIAM J. Optim. 4 (1) (1994)
Alexander Shapiro
Asymptotic Behavior of Optimal Solutions in Stochastic Programming. Math. Oper. Res. 18 (4) (1993)
Reuven Y. Rubinstein, Alexander Shapiro
On Optimal Choice of Reference Parameters in the Likelihood Ratio Method. WSC (1992)
Alexander Shapiro
Asymptotic analysis of stochastic programs. Ann. Oper. Res. 30 (1) (1991)
Alexander Shapiro
On Differential Stability in Stochastic Programming. Math. Program. 47 (1990)
Alexander Shapiro
Second-Order Derivatives of Extremal-Value Functions and Optimality Conditions for Semi-Infinite Programs. Math. Oper. Res. 10 (2) (1985)
Alexander Shapiro
Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs. Math. Program. 33 (3) (1985)
Giacomo Della Riccia, Alexander Shapiro
Fisher Discriminant Analysis and Factor Analysis. IEEE Trans. Pattern Anal. Mach. Intell. 5 (1) (1983)